Like everyone else, take screenshots of everything that happens and the people involved and save the game regularly or at least around times of important events, so you can go back.
What I am doing for my current AAR is actually creating a timeline of births, deaths, wars, events, and any thing else I took a screenshot of in an Excel spreadsheet (with references to the individual screenshots), so I don't have to flip through the hundreds of screenshots to every time I want to reference a past, or future, event. The timeline is acting as a rough outline for the AAR and I can just search the time line for specific people or titles or types of events and jump right to them and to figure out which screenshot I need to upload for the next chapter I post.